V-Lab: Alsea SAB de CV Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Alsea SAB de CV Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.54% (-2.18%)

Analysis last updated: Thursday, April 18, 2024 at 09:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0816	6.88
$α$	0.1350	6.48
$β$	0.7649	25.51
$γ_{1}$	0.0656	0.67
$γ_{2}$	0.2500	1.53
$γ_{3}$	-0.6932	-5.33
$γ_{4}$	0.6430	6.34
$γ_{5}$	-0.4357	-4.44
$γ_{6}$	0.2553	2.43
$γ_{7}$	0.0167	0.17
$γ_{8}$	-0.2983	-3.21
$γ_{9}$	0.2848	4.18

Estimation Period:
Jun 25, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts